Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.658845 0.744020 0.840554 0.959023 1.101819 1.270114 1.486077
2024-12-22 0.581379 0.692117 0.827468 1.008231 1.248337 1.563970 2.024036
2024-12-29 0.518885 0.642504 0.802529 1.031045 1.360022 1.835762 2.616632
2025-01-05 0.469694 0.600332 0.777585 1.045464 1.459390 2.112956 3.317975
2025-01-12 0.425120 0.557257 0.743480 1.038459 1.522765 2.349937 4.052615
2025-01-19 0.378289 0.504962 0.688479 0.989501 1.507140 2.447845 4.570013
2025-01-26 0.354463 0.482798 0.674560 1.001905 1.596164 2.760456 5.713171
2025-02-02 0.334666 0.464209 0.663311 1.016025 1.690350 3.113699 7.196647
2025-02-09 0.312639 0.439911 0.639944 1.005073 1.733616 3.372504 8.629230
2025-02-16 0.296730 0.423585 0.627529 1.011446 1.812708 3.744342 10.792634
2025-02-23 0.274912 0.396007 0.593499 0.972677 1.787602 3.845550 12.073553
2025-03-02 0.254528 0.369298 0.558635 0.927993 1.741100 3.875727 13.118783
2025-03-09 0.245689 0.361375 0.556431 0.948809 1.854208 4.424700 17.633244
2025-03-16 0.240630 0.359243 0.564090 0.990544 2.029070 5.266626 26.114278
2025-03-23 0.232658 0.351491 0.560709 1.008630 2.149728 6.009696 36.979106
2025-03-30 0.224504 0.342790 0.554683 1.020055 2.256421 6.782752 52.871442
2025-04-06 0.214707 0.330509 0.540742 1.011752 2.305530 7.360583 71.458020
2025-04-13 0.201206 0.310841 0.511061 0.963642 2.225668 7.307329 79.226855
2025-04-20 0.195312 0.304500 0.506932 0.975067 2.332639 8.256806 124.378859
2025-04-27 0.190019 0.298895 0.503752 0.988339 2.450429 9.394495 214.024993
2025-05-04 0.182715 0.289155 0.491471 0.977601 2.485825 10.105409 330.412287
2025-05-11 0.177514 0.283025 0.486092 0.983615 2.582481 11.338879 663.521815
2025-05-18 0.168686 0.269648 0.464806 0.946232 2.512829 11.348928 857.470001